Anic Equity¶

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Total return since start: 0.588 %¶

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Equity now: -----------------------------> 48512.55 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46310.37 Kr¶

PnL: ---------------------------------------> -1911.88 Kr¶

DD now: ---------------------------------> -6.837 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 20:44:37.082041'

Anic Portfolio¶

This Week¶

Return: 0.085 %¶

Total¶

Return: 58.818 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -11.240000 810.000000 112.000000 16.050000 698.000040
Tobii Dynavox 109 -0.490000 2776.780000 54.780000 2.010000 2721.999993
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.860000 648.000000 40.000000 6.580000 608.000000
Stillfront Group 38 -0.920000 719.150000 33.150000 4.830000 686.000016
MEKO 13 -1.550000 1570.400000 16.400000 1.060000 1554.000006
Vitec Software Group B 1 -0.700000 500.000000 15.000000 3.090000 485.000000
Embracer Group B 14 -1.220000 701.680000 12.680000 1.840000 689.000004
Tietoevry 2 -2.840000 642.800000 4.800000 0.750000 638.000000
Mycronic 3 -2.250000 652.800000 0.800000 0.120000 651.999999
G5 Entertainment 3 -0.370000 572.700000 0.700000 0.120000 572.000001
SKF A 3 -3.670000 591.000000 -2.000000 -0.340000 593.000001
SKF B 3 -3.510000 593.100000 -2.900000 -0.490000 596.000001
Addnode Group B 6 -1.510000 703.200000 -5.800000 -0.820000 709.000002
ASSA ABLOY B 2 -1.490000 503.000000 -11.000000 -2.140000 514.000000
Avanza Bank Holding 2 -2.930000 497.200000 -13.800000 -2.700000 511.000000
Husqvarna A 7 -2.650000 616.000000 -17.000000 -2.690000 632.999997
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Husqvarna B 7 -2.590000 616.840000 -23.160000 -3.620000 639.999997
Loomis 6 -2.610000 2013.600000 -29.400000 -1.440000 2043.000000
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Lagercrantz Group B 5 -0.690000 575.000000 -32.000000 -5.270000 607.000000
Swedbank A 3 -3.060000 578.850000 -39.150000 -6.330000 618.000000
Arion Banki SDB 61 -2.190000 655.140000 -41.860000 -6.010000 697.000030
Collector Bank 29 -6.480000 1189.000000 -45.000000 -3.650000 1233.999996
Mips 1 -0.230000 482.500000 -46.500000 -8.790000 529.000000
Norva24 Group 12 -2.150000 360.000000 -47.250000 -11.600000 407.250000
Rejlers B 6 -4.410000 909.600000 -52.400000 -5.450000 961.999998
Dustin Group 18 -4.670000 610.560000 -59.440000 -8.870000 669.999996
Viaplay Group B 4 -3.030000 972.400000 -64.600000 -6.230000 1037.000000
Nordea Bank Abp 30 -4.370000 3687.000000 -76.000000 -2.020000 3762.999990
AFRY 3 -2.980000 518.400000 -76.600000 -12.870000 594.999999
Fastighetsbolaget Emilshus B 23 12.790000 609.390000 -85.610000 -12.320000 694.999993
Beijer Alma B 9 -1.450000 1836.000000 -118.000000 -6.040000 1953.999999
RVRC Holding 17 -1.740000 558.280000 -124.720000 -18.260000 683.000007
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.160000 696.300000 -296.700000 -29.880000 992.999997
Camurus 16 -2.970000 3555.200000 -582.800000 -14.080000 4138.000000
TOTAL 46310.370000 -1911.880000 -6.83656% 48222.250041

Updated:¶

'2023-03-13 20:42:46.710021'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶